Discount Weighted Regression

DOI10.2307/2582135zbMath0559.62056OpenAlexW4251900551MaRDI QIDQ5185854

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Publication date: 1984

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2582135

zbMATH Keywords

recursive procedureresidual variancediscounted estimatordiscounted multiple linear regression

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Recent developments in time series forecasting ⋮ Multivariate discount weighted regression and local level models

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